United States
Over 2018 to 2025 (8 years of data), NEEUSUSD has tended to move long between 12.10 and 26.10, closing higher in 87.5% of those years for an average +3.16% move and an annualized Sharpe of 4.55.
Best window
12.10 - 26.10
Direction
Long
Win rate
87.5%
Avg return
+3.16%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 26.10 | Long | 87.5% | +3.16% | 4.55 | 8 |
| 08.10 → 25.10 | Long | 87.5% | +3.10% | 3.37 | 8 |
| 11.10 → 25.10 | Long | 87.5% |
| +2.73% |
| 4.54 |
| 8 |
| 08.10 → 24.10 | Long | 87.5% | +2.51% | 3.02 | 8 |
| 06.10 → 22.10 | Long | 87.5% | +1.63% | 1.59 | 8 |
| 12.10 → 16.10 | Long | 87.5% | +1.52% | 8.24 | 8 |
| 08.10 → 19.10 | Long | 87.5% | +1.23% | 2.55 | 8 |
| 08.10 → 20.10 | Long | 87.5% | +0.93% | 1.33 | 8 |